Short stories can be searched by title in Super Search, to find if they are included in larger collections, if you're looking for the work itself. To find criticism on a short story, search by title of work in databases like MLA, Literature Resource Center, and JSTOR.
When searching for film critiques in a database, it's important to check the Subjects listing and choose Motion Picture or Film, otherwise you may find articles analyzing the book, rather than the film version of the work.
Rather than choosing Reviews as a source type, you'll want to choose academic journals in order to find scholarly approaches, for example: Title: Unpacking a Punch: Transduction and the Sound of Combat Foley in Fight Club. Authors: HAGOOD, MACK1 Source: Cinema Journal. Summer2014, Vol. 53 Issue 4, p98-120. 23p. Document Type: Film/Television Criticism